I may have to get involved in some projects using Basel II, III model for risk modeling, to which I have no background. Are there any good book/tutorials to recommend? What are the underlying statistical models for Basel II/III. Thanks.
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$\begingroup$ a good candidate for area51.stackexchange.com/proposals/74015/finreg $\endgroup$– Allan BoweJul 12 '14 at 16:11
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A good place to start is the BIS (Bank for International Settlements) site. To be more specific on the Basel Committee on Banking Supervision part of the site.
http://www.bis.org/bcbs/index.htm
In my case (Brasil´s Basel III) the central bank page is the best place to look for the specifics of Basel III implementation for my country. I imagine that´s the case in other countries as well.
I also like this Accenture Basel III Handbook for reference (http://www.accenture.com/SiteCollectionDocuments/PDF/Accenture-Basel-III-Handbook.pdf)
As i said it is important to pay attention to the specifics of your country implementation, as it can change from country to country.
